Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CPST (Calamos S&P 500 Structured Alt Protection ETF - September) | NA | 165.40% | -24.47% | -14.91% | -31.63% | -25.46% | -27.79% | -30.47% |
Data as of 06/23/2021, AR inception is 06/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPST (Calamos S&P 500 Structured Alt Protection ETF - September) | 06/30/2000 | 06/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.42 | 165.40 | -24.47 | -14.91 | -31.63 | -25.46 | -27.79 | -30.47 | -41.21 | 249.67 | -49.00 | -22.08 | 13.24 | -51.43 | -90.54 | -42.64 | 44.94 | -23.28 | 20.83 | -25.00 | 52.38 | -48.47 | 32.52 | -58.86 | 63.39 | -1.61 | 106.67 | -83.36 | -80.68 | -37.86 |
| Sharpe Ratio | NA | 1.66 | -0.29 | -0.19 | -0.42 | NA | NA | -0.36 | -0.67 | 2.31 | -0.92 | -0.59 | -0.10 | -1.01 | -1.25 | -0.95 | 0.51 | -0.97 | 0.03 | -0.80 | 0.31 | -0.66 | 0.15 | -1.24 | 0.43 | -0.29 | 1.06 | -1.00 | -0.85 | -0.58 |
| Standard Deviation(%) | NA | 99.58 | 90.54 | 82.10 | 76.37 | NA | NA | 85.26 | 100.88 | 107.13 | 78.55 | 73.66 | 60.48 | 84.07 | 87.11 | 64.53 | 51.95 | 43.46 | 72.84 | 54.70 | 108.61 | 103.39 | 68.61 | 65.94 | 98.18 | 72.29 | 82.55 | 102.75 | 121.12 | 147.01 |
| Draw Down(%) | NA | 59.71 | 94.09 | 94.34 | 99.78 | NA | NA | 99.99 | 59.71 | 70.52 | 80.39 | 69.23 | 38.79 | 72.91 | 91.96 | 71.43 | 27.70 | 39.04 | 58.65 | 54.93 | 63.30 | 85.19 | 37.40 | 72.05 | 59.32 | 54.72 | 39.67 | 90.64 | 91.79 | 80.40 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2021, AR inception is 06/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPST (Calamos S&P 500 Structured Alt Protection ETF - September) |
-73.93%
Apr 2014 - Apr 2017 |
-60.82%
Mar 2015 - Mar 2020 |
-41.46%
Mar 2010 - Mar 2020 |
-34.58%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPST (Calamos S&P 500 Structured Alt Protection ETF - September) |
81.88%
Sep 2002 - Sep 2005 |
30.20%
Jun 2003 - Jun 2008 |
5.42%
Sep 2002 - Sep 2012 |
-14.99%
Apr 2003 - Apr 2018 |
Annualized Rolling Returns Comparison Chart